Fixed Income & Data Services Catalog

Tailored to Hong Kong's Securities and Futures Commission (SFC) guidelines, this service assists online distribution and advisory platforms in determining whether a product is complex or non-complex. It leverages ICE's extensive reference data, encompassing over 35 million financial instruments across more than 210 markets.

The ISDA Standard Initial Margin Model (ISDA SIMMTM) is a common methodology for calculating initial margin (IM) for non-centrally cleared derivatives. The method aggregates and weights trade sensitivities on risk buckets. ICE provides an IM pre and post trade calculation serviced on the ISDA SIMM methodology including risk sensitivity calculations delivered in standard CRIF file format. The IM module covers a wide range of derivatives instruments and includes a static and dynamic back test.

The ICE Liquidity IndicatorsTM service can help users comply with some of the latest liquidity-related regulatory requirements, including those from the US SEC, ESMA, Hong Kong SFC, Singapore MAS, Japan FSA, etc. and provides an independent, near-term view of relative liquidity which we define as “the ability to exit a position at or near the current value.”

ICE’s MiFID II/MiFIR services are designed to help customers determine what reporting or disclosure action to take and what data to include in reporting across Pre/Post Trade Transparency reporting, Transaction Reporting, Complex Instrument identification and Best Execution for both EU and UK versions of requirements.

The ICE N-PORT service provides necessary reference data, risk metrics, taxonomy and classification data, liquidity disclosures and fair value leveling information to help clients complete certain questions on Items B and C of Form N-PORT.

Canada’s Office of the Superintendent of Financial Institutions (OSFI) introduced new climate risk management guidance (Rule B-15) that impacts over 300+ financial institutions (i.e. banks & insurance co.) reporting in Canada. The rule requires firms to prepare holistic climate risk management reports encompassing both transition and physical risk assessments and mitigation strategies, but also prescriptive Risk Return Disclosure templates to be populated to inform OSFI how climate risks are being managed in practice.

ICE offers solutions to help persons advising on or selling a PRIIP identify products considered a “packaged retail and insurance-based investment product” and needing to provide product disclosures to retail clients.

ICE’s Form 13F data service provides information, including issuer description, latest Evaluated or exchange price and identifiers, for the securities included in the official list of Section 13(f) securities published by the SEC. The information can assist institutional investment managers in making their related Form 13F quarterly report.

ICE’s Rule 13f-2 Service can help institutional investment managers identify whether thresholds are met that would require that the investment manager file a Form SHO with the SEC.

ICE’s 15c2-11 service provides extensive data on over-the-counter (OTC) securities to assist broker-dealers in determining whether they can publish quotations on specific OTC securities in compliance with the SEC Rule 15c2-11.

To assist funds in complying with the SEC's Rule 18f-4, which provides a framework on the use of derivatives by registered investment companies, ICE offers a module within its Portfolio Analytics service. This module facilitates the calculation of absolute and relative Value at Risk (VaR), conducts stress testing, and performs the Limited Derivatives User test as required under the rule.

ICE’s Rule 2a-5 portal provides services and data to clients who receive evaluations from ICE Data Pricing & Reference Data, LLC. The portal is designed to assist those clients in complying with the requirements of SEC Rule 2a-5.